+228.6%
ABT vs RF
+241.0%
-12.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -5.4% | -1.3% | -4.0% | -5.1% |
| 30D | +8.0% | +4.6% | +3.4% | +7.1% |
| 3M | +0.2% | -8.4% | +8.7% | +1.9% |
| 6M | +34.1% | +8.9% | +25.3% | +31.9% |
| YTD | -10.6% | +8.8% | -19.4% | -12.2% |
| 1Y | -11.8% | +18.9% | -30.7% | -14.9% |
| 3Y | +23.9% | +116.0% | -92.1% | +4.5% |
| 5Y | -5.1% | +46.0% | -51.2% | -14.8% |
| 10Y | +228.6% | +231.7% | -3.1% | +153.4% |
| All | +228.6% | +241.0% | -12.4% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling